WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   557,093:   130,112    234,331    167,434    210,702    113,407    508,248    515,172:    48,845     41,921
Old  :   552,761:   130,039    233,987    167,032    207,784    111,209    504,856    512,228:    47,906     40,534
Other:     4,331:       316        587        159      2,918      2,198      3,392      2,944:       939      1,387
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :   -37,377:     1,124    -37,948      2,641    -36,268        528    -32,504    -34,779:    -4,873     -2,597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       42.1       30.1       37.8       20.4       91.2       92.5:       8.8        7.5
Old  :     100.0:      23.5       42.3       30.2       37.6       20.1       91.3       92.7:       8.7        7.3
Other:     100.0:       7.3       13.6        3.7       67.4       50.8       78.3       68.0:      21.7       32.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       438:       146        148        164        113        109        360        330:
Old  :       438:       145        150        164        113        108        360        329:
Other:        61:        12          5          7         18         31         32         42:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.0        8.9       18.8       16.6        9.5        7.9       15.6       14.7
Old  :                 12.0        8.9       18.8       16.7        9.6        8.0       15.8       14.8
Other:                 52.3       38.3       64.2       52.3       50.5       35.3       59.2       47.6
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   267,715:    98,128     89,085     43,665    101,950    112,021    243,743    244,772:    23,972     22,943
Old  :   263,312:    98,147     89,176     42,879     98,498    109,878    239,523    241,932:    23,788     21,380
Other:     4,403:       650        578        118      3,452      2,144      4,219      2,840:       184      1,564
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :   -23,412:    -6,814    -23,248     -3,659    -11,803      2,437    -22,277    -24,470:    -1,135      1,058
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7       33.3       16.3       38.1       41.8       91.0       91.4:       9.0        8.6
Old  :     100.0:      37.3       33.9       16.3       37.4       41.7       91.0       91.9:       9.0        8.1
Other:     100.0:      14.8       13.1        2.7       78.4       48.7       95.8       64.5:       4.2       35.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       254:        72         57         64         89         88        188        187:
Old  :       254:        75         57         64         89         88        188        187:
Other:        46:         7          5          7         16         24         26         33:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.7       21.2       29.0       32.8       14.1       17.4       23.3       28.3
Old  :                 16.9       21.5       28.8       33.4       14.6       18.5       23.7       29.6
Other:                 72.1       41.8       88.5       54.0       72.1       40.3       87.7       52.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,756,829:   313,586    426,661    451,291    766,130    683,255  1,531,006  1,561,207:   225,822    195,622
Old  : 1,224,543:   284,668    443,413    267,860    519,823    412,099  1,072,352  1,123,371:   152,191    101,171
Other:   532,286:   115,833     70,163     96,516    246,306    271,156    458,655    437,835:    73,631     94,451
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :   -82,251:    -6,529    -16,502    -17,309    -48,207    -38,813    -72,045    -72,624:   -10,206     -9,627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       24.3       25.7       43.6       38.9       87.1       88.9:      12.9       11.1
Old  :     100.0:      23.2       36.2       21.9       42.5       33.7       87.6       91.7:      12.4        8.3
Other:     100.0:      21.8       13.2       18.1       46.3       50.9       86.2       82.3:      13.8       17.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       790:       222        159        243        335        327        673        630:
Old  :       756:       222        153        175        313        278        607        536:
Other:       566:       111        120        113        190        284        368        453:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.2       10.3       16.8       16.4        7.4        6.9       12.0       11.3
Old  :                  9.6       12.2       16.1       19.1        8.9       10.0       14.6       15.9
Other:                 16.7       13.6       24.8       21.3       10.1        7.9       15.5       12.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     6,403:     1,549        962        602      2,228      4,123      4,379      5,687:     2,024        716
Old  :     6,403:     1,549        962        602      2,228      4,123      4,379      5,687:     2,024        716
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :      -286:       -13       -139         75        -27         54         35        -10:      -321       -276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       15.0        9.4       34.8       64.4       68.4       88.8:      31.6       11.2
Old  :     100.0:      24.2       15.0        9.4       34.8       64.4       68.4       88.8:      31.6       11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        15          7          7         12         12         29         24:
Old  :        40:        15          7          7         12         12         29         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.6       45.2       42.5       64.1       25.8       44.7       35.1       61.1
Old  :                 31.6       45.2       42.5       64.1       25.8       44.7       35.1       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   796,675:   139,236    172,443    198,821    403,493    308,824    741,549    680,087:    55,126    116,588
Old  :   495,413:   119,559    161,625     92,978    248,591    190,786    461,128    445,389:    34,284     50,024
Other:   301,263:    67,843     58,985     57,675    154,902    118,038    280,421    234,698:    20,842     66,565
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :   -25,197:     2,643     -2,521       -919    -21,896    -15,134    -20,172    -18,574:    -5,025     -6,623
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       21.6       25.0       50.6       38.8       93.1       85.4:       6.9       14.6
Old  :     100.0:      24.1       32.6       18.8       50.2       38.5       93.1       89.9:       6.9       10.1
Other:     100.0:      22.5       19.6       19.1       51.4       39.2       93.1       77.9:       6.9       22.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       664:       176        191        243        197        241        505        565:
Old  :       616:       168        174        165        160        208        415        469:
Other:       516:       115        146        123        135        210        321        413:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.9       11.5       21.9       17.5       13.7        9.3       20.5       13.7
Old  :                 13.3       17.3       21.9       24.7       12.9       15.0       20.8       21.7
Other:                 22.5        9.7       31.0       16.2       20.8        8.7       28.5       13.9
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    12,480:     3,368      1,897      2,567      6,066      7,565     12,001     12,030:       480        451
Old  :    12,433:     3,380      1,897      2,533      6,066      7,565     11,979     11,995:       454        438
Other:        48:        10         22         12          0          0         22         34:        26         13
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :      -250:        -6         16         -5       -247       -220       -257       -208:         7        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       15.2       20.6       48.6       60.6       96.2       96.4:       3.8        3.6
Old  :     100.0:      27.2       15.3       20.4       48.8       60.9       96.3       96.5:       3.7        3.5
Other:     100.0:      20.1       47.1       25.4        0.0        0.0       45.5       72.5:      54.5       27.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         4          9         11         10         12         22         24:
Old  :        29:         4          9         11         10         12         22         24:
Other:         2:         1          1          2          0          0          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.6       49.8       84.6       71.8       59.4       43.8       67.7       59.2
Old  :                 66.7       50.0       84.7       72.0       59.7       44.0       68.1       59.4
Other:                 45.5       72.5       45.5       72.5       20.1       47.1       20.1       47.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   460,786:   103,593    121,984    105,553    214,397    201,649    423,543    429,186:    37,243     31,600
Old  :   325,879:    96,956    118,239     56,079    147,861    126,256    300,895    300,574:    24,983     25,304
Other:   134,907:    37,565     34,674     18,546     66,536     75,392    122,647    128,612:    12,260      6,296
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :     8,778:     4,531     -6,259     13,162     -8,643      6,315      9,050     13,218:      -272     -4,440
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       26.5       22.9       46.5       43.8       91.9       93.1:       8.1        6.9
Old  :     100.0:      29.8       36.3       17.2       45.4       38.7       92.3       92.2:       7.7        7.8
Other:     100.0:      27.8       25.7       13.7       49.3       55.9       90.9       95.3:       9.1        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       328:        91        104        120         92         79        257        249:
Old  :       316:        96        102         89         82         75        226        226:
Other:       188:        54         50         46         56         48        139        120:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.8       18.5       16.6       25.8        8.9       13.8       15.4       20.6
Old  :                 10.9       16.1       19.1       24.9       10.6       13.5       18.7       21.8
Other:                 16.5       34.7       26.3       44.9       16.5       31.4       26.2       40.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   764,438:   112,436     92,930     84,029    408,377    404,200    604,842    581,160:   159,597    183,279
Old  :   764,438:   112,436     92,930     84,029    408,377    404,200    604,842    581,160:   159,597    183,279
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :     1,050:    -3,485      6,592     -1,237      7,895    -10,285      3,173     -4,929:    -2,122      5,980
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       12.2       11.0       53.4       52.9       79.1       76.0:      20.9       24.0
Old  :     100.0:      14.7       12.2       11.0       53.4       52.9       79.1       76.0:      20.9       24.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        34         35         42         75         77        129        134:
Old  :       165:        34         35         42         75         77        129        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       19.7       29.2       30.2       14.2       15.2       21.8       20.6
Old  :                 19.9       19.7       29.2       30.2       14.2       15.2       21.8       20.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   736,157:    30,870    119,611      9,836    582,981    509,604    623,687    639,051:   112,470     97,106
Old  :   736,157:    30,870    119,611      9,836    582,981    509,604    623,687    639,051:   112,470     97,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :     1,014:    -9,441      5,220      6,015     10,488     -8,884      7,062      2,351:    -6,048     -1,338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       16.2        1.3       79.2       69.2       84.7       86.8:      15.3       13.2
Old  :     100.0:       4.2       16.2        1.3       79.2       69.2       84.7       86.8:      15.3       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:         7         12          8         60         58         72         73:
Old  :        98:         7         12          8         60         58         72         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       32.6       33.4       49.2       16.5       32.5       27.1       47.3
Old  :                 18.9       32.6       33.4       49.2       16.5       32.5       27.1       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     4,484:     2,255         52        579      1,211      3,718      4,045      4,349:       439        135
Old  :     4,484:     2,255         52        579      1,211      3,718      4,045      4,349:       439        135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :      -375:      -451       -208         63         23       -289       -365       -434:       -10         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.3        1.2       12.9       27.0       82.9       90.2       97.0:       9.8        3.0
Old  :     100.0:      50.3        1.2       12.9       27.0       82.9       90.2       97.0:       9.8        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        12          1          3          8         11         20         15:
Old  :        26:        12          1          3          8         11         20         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       71.0       72.4       88.5       40.7       60.7       52.6       66.5
Old  :                 47.3       71.0       72.4       88.5       40.7       60.7       52.6       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   401,680:    88,631     74,210     71,853    194,789    216,308    355,274    362,372:    46,406     39,307
Old  :   282,917:    81,933     71,342     38,928    128,015    143,622    248,876    253,891:    34,041     29,025
Other:   118,763:    21,144     17,314     18,480     66,774     72,687    106,398    108,481:    12,365     10,282
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :     7,153:    -4,732      4,667      6,146      7,461     -2,747      8,875      8,066:    -1,722       -913
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       18.5       17.9       48.5       53.9       88.4       90.2:      11.6        9.8
Old  :     100.0:      29.0       25.2       13.8       45.2       50.8       88.0       89.7:      12.0       10.3
Other:     100.0:      17.8       14.6       15.6       56.2       61.2       89.6       91.3:      10.4        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       286:        78         76         93        101         90        230        220:
Old  :       278:        85         68         73         95         83        213        196:
Other:       186:        42         50         43         68         53        139        121:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.8       24.3       20.4       31.0       13.8       21.6       19.9       27.2
Old  :                 17.0       22.1       24.9       29.7       17.0       20.3       24.7       27.5
Other:                 16.3       32.2       26.7       41.4       15.9       27.7       25.6       35.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    11,746:     2,076      5,141        941      5,870      4,023      8,887     10,105:     2,859      1,641
Old  :    10,847:     2,460      5,060        484      5,359      3,872      8,304      9,416:     2,543      1,431
Other:       899:        25        490         48        510        151        583        689:       316        210
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :     1,578:        87      1,409        362        855       -168      1,303      1,603:       275        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       43.8        8.0       50.0       34.2       75.7       86.0:      24.3       14.0
Old  :     100.0:      22.7       46.7        4.5       49.4       35.7       76.6       86.8:      23.4       13.2
Other:     100.0:       2.8       54.5        5.3       56.8       16.8       64.9       76.6:      35.1       23.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        21         27         15         26         14         54         51:
Old  :        81:        24         25         11         25         12         53         44:
Other:        27:         2         13          5          9          5         16         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       28.7       47.7       44.7       37.0       27.3       47.6       43.1
Old  :                 36.8       31.0       48.1       47.9       36.8       29.6       48.0       46.3
Other:                 46.1       38.2       57.4       59.0       46.1       38.0       55.7       58.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,410,169:   254,342    247,023     66,558    965,849    950,056  1,286,748  1,263,637:   123,420    146,532
Old  : 1,410,169:   254,342    247,023     66,558    965,849    950,056  1,286,748  1,263,637:   123,420    146,532
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :    -8,011:   -14,562     -2,870     -3,462     15,470     -2,336     -2,554     -8,668:    -5,457        657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       17.5        4.7       68.5       67.4       91.2       89.6:       8.8       10.4
Old  :     100.0:      18.0       17.5        4.7       68.5       67.4       91.2       89.6:       8.8       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:        65         44         39        112        115        190        185:
Old  :       280:        65         44         39        112        115        190        185:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       32.2       31.3       42.1       19.0       29.3       29.8       36.2
Old  :                 19.2       32.2       31.3       42.1       19.0       29.3       29.8       36.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,877,509:   813,790    633,796    387,578  2,258,317  2,289,775  3,459,685  3,311,149:   417,824    566,360
Old  : 3,877,509:   813,790    633,796    387,578  2,258,317  2,289,775  3,459,685  3,311,149:   417,824    566,360
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :    87,672:     4,740     46,588     14,147     40,308     14,116     59,195     74,850:    28,477     12,822
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       16.3       10.0       58.2       59.1       89.2       85.4:      10.8       14.6
Old  :     100.0:      21.0       16.3       10.0       58.2       59.1       89.2       85.4:      10.8       14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       408:        66        114         98        181        196        313        342:
Old  :       408:        66        114         98        181        196        313        342:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       16.1       36.2       23.7       22.8       12.3       31.0       17.1
Old  :                 26.2       16.1       36.2       23.7       22.8       12.3       31.0       17.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   346,816:    51,973     44,950      3,357    213,888    190,707    269,218    239,014:    77,598    107,802
Old  :   346,816:    51,973     44,950      3,357    213,888    190,707    269,218    239,014:    77,598    107,802
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :    -4,873:    -3,221      1,300        740        507     -6,441     -1,974     -4,401:    -2,899       -472
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       13.0        1.0       61.7       55.0       77.6       68.9:      22.4       31.1
Old  :     100.0:      15.0       13.0        1.0       61.7       55.0       77.6       68.9:      22.4       31.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:         8          5          4         33         34         44         40:
Old  :        55:         8          5          4         33         34         44         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.8       27.9       53.9       39.3       42.4       26.4       53.2       36.7
Old  :                 42.8       27.9       53.9       39.3       42.4       26.4       53.2       36.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,424,624:   563,123    629,313    195,904  2,366,190  2,235,173  3,125,218  3,060,390:   299,407    364,234
Old  : 3,424,624:   563,123    629,313    195,904  2,366,190  2,235,173  3,125,218  3,060,390:   299,407    364,234
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :    59,169:   -21,797      8,692      1,127     77,002     45,950     56,332     55,769:     2,837      3,400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       18.4        5.7       69.1       65.3       91.3       89.4:       8.7       10.6
Old  :     100.0:      16.4       18.4        5.7       69.1       65.3       91.3       89.4:       8.7       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       316:        47         76         65        129        162        216        263:
Old  :       316:        47         76         65        129        162        216        263:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       17.2       44.3       27.5       31.9       16.5       40.4       26.7
Old  :                 35.5       17.2       44.3       27.5       31.9       16.5       40.4       26.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,275,012:   162,034    199,420    243,594    836,785    776,443  1,242,413  1,219,457:    32,599     55,555
Old  : 1,275,012:   162,034    199,420    243,594    836,785    776,443  1,242,413  1,219,457:    32,599     55,555
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :  -427,327:    23,470   -153,400    -84,676   -362,951   -188,907   -424,157   -426,983:    -3,170       -344
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       15.6       19.1       65.6       60.9       97.4       95.6:       2.6        4.4
Old  :     100.0:      12.7       15.6       19.1       65.6       60.9       97.4       95.6:       2.6        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        21         50         44         50         69        102        136:
Old  :       146:        21         50         44         50         69        102        136:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       22.1       44.4       34.6       15.7        8.5       25.8       14.2
Old  :                 27.5       22.1       44.4       34.6       15.7        8.5       25.8       14.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    63,926:    34,355      5,120      3,262     16,321     47,821     53,937     56,204:     9,989      7,722
Old  :    63,926:    34,355      5,120      3,262     16,321     47,821     53,937     56,204:     9,989      7,722
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :    -3,491:    -3,811       -584       -147        209     -1,814     -3,749     -2,546:       258       -945
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.7        8.0        5.1       25.5       74.8       84.4       87.9:      15.6       12.1
Old  :     100.0:      53.7        8.0        5.1       25.5       74.8       84.4       87.9:      15.6       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        47         16         14         31         30         84         55:
Old  :       115:        47         16         14         31         30         84         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       34.1       39.1       53.8       24.1       31.4       36.2       51.1
Old  :                 26.9       34.1       39.1       53.8       24.1       31.4       36.2       51.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   127,852:    68,709     10,241      6,524     32,641     95,642    107,874    112,407:    19,977     15,444
Old  :   127,852:    68,709     10,241      6,524     32,641     95,642    107,874    112,407:    19,977     15,444
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :    -6,982:    -7,623     -1,169       -294        418     -3,628     -7,499     -5,091:       517     -1,891
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.7        8.0        5.1       25.5       74.8       84.4       87.9:      15.6       12.1
Old  :     100.0:      53.7        8.0        5.1       25.5       74.8       84.4       87.9:      15.6       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        47         16         14         31         30         84         55:
Old  :       115:        47         16         14         31         30         84         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       34.1       39.1       53.8       24.1       31.4       36.2       51.1
Old  :                 26.9       34.1       39.1       53.8       24.1       31.4       36.2       51.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    39,214:    36,606     38,468        369      2,181        295     39,156     39,132:        58         82
Old  :    39,214:    36,606     38,468        369      2,181        295     39,156     39,132:        58         82
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :     7,977:     8,010      8,173          0        -57       -200      7,953      7,973:        24          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      93.3       98.1        0.9        5.6        0.8       99.9       99.8:       0.1        0.2
Old  :     100.0:      93.3       98.1        0.9        5.6        0.8       99.9       99.8:       0.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        25         14          1          2          1         28         15:
Old  :        42:        25         14          1          2          1         28         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.8       87.9       89.9       97.1       75.8       87.5       89.9       96.1
Old  :                 75.8       87.9       89.9       97.1       75.8       87.5       89.9       96.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    29,636:     5,789      6,504         92     23,713     22,918     29,594     29,514:        42        122
Old  :    29,636:     5,789      6,504         92     23,713     22,918     29,594     29,514:        42        122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :    -1,721:    -2,168       -113          0        453     -1,619     -1,715     -1,732:        -6         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       21.9        0.3       80.0       77.3       99.9       99.6:       0.1        0.4
Old  :     100.0:      19.5       21.9        0.3       80.0       77.3       99.9       99.6:       0.1        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         9         13          1          8         19         17         33:
Old  :        46:         9         13          1          8         19         17         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.2       48.7       94.8       65.3       82.2       48.7       94.8       65.3
Old  :                 82.2       48.7       94.8       65.3       82.2       48.7       94.8       65.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 2017                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    25,965:    12,975      4,243          0     12,883     21,650     25,858     25,893:       107         72
Old  :    25,965:    12,975      4,243          0     12,883     21,650     25,858     25,893:       107         72
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :      -737:    -3,192        163          0      2,462       -898       -730       -735:        -7         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.0       16.3        0.0       49.6       83.4       99.6       99.7:       0.4        0.3
Old  :     100.0:      50.0       16.3        0.0       49.6       83.4       99.6       99.7:       0.4        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        10          8          0          6         12         16         20:
Old  :        34:        10          8          0          6         12         16         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.1       68.7       97.1       89.4       80.1       68.7       96.3       89.4
Old  :                 80.1       68.7       97.1       89.4       80.1       68.7       96.3       89.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 5, 2017